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JD3.L vs. SOXL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JD3.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x JD.Com ETP Securities (JD3.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JD3.L achieves a -2.75% return, which is significantly lower than SOXL.L's 895.51% return.


JD3.L

1D
-10.96%
1M
-11.09%
YTD
-2.75%
6M
-15.94%
1Y
-48.81%
3Y*
-57.52%
5Y*
10Y*

SOXL.L

1D
10.01%
1M
168.10%
YTD
895.51%
6M
832.48%
1Y
2,634.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JD3.L vs. SOXL.L - Yearly Performance Comparison


2026 (YTD)20252024
JD3.L
Leverage Shares 3x JD.Com ETP Securities
-2.75%-69.43%19.12%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
895.51%11.41%-59.99%

Correlation

The correlation between JD3.L and SOXL.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.32

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Return for Risk

JD3.L vs. SOXL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JD3.L
JD3.L Risk / Return Rank: 55
Overall Rank
JD3.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JD3.L Sortino Ratio Rank: 66
Sortino Ratio Rank
JD3.L Omega Ratio Rank: 66
Omega Ratio Rank
JD3.L Calmar Ratio Rank: 33
Calmar Ratio Rank
JD3.L Martin Ratio Rank: 44
Martin Ratio Rank

SOXL.L
SOXL.L Risk / Return Rank: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9393
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JD3.L vs. SOXL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x JD.Com ETP Securities (JD3.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JD3.LSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-19.66

Sortino ratioReturn per unit of downside risk

-5.64

Omega ratioGain probability vs. loss probability

0.97

1.66

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.68

50.03

-50.71

Martin ratioReturn relative to average drawdown

-1.14

151.14

-152.28

JD3.L vs. SOXL.L - Sharpe Ratio Comparison

The current JD3.L Sharpe Ratio is -0.49, which is lower than the SOXL.L Sharpe Ratio of 19.17. The chart below compares the historical Sharpe Ratios of JD3.L and SOXL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JD3.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

19.17

-19.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.71

-1.18

Drawdowns

JD3.L vs. SOXL.L - Drawdown Comparison

The maximum JD3.L drawdown since its inception was -99.97%, roughly equal to the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for JD3.L and SOXL.L.


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Drawdown Indicators


JD3.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-95.66%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-72.04%

-51.95%

-20.09%

Max Drawdown (3Y)

Largest decline over 3 years

-96.55%

Current Drawdown

Current decline from peak

-99.95%

0.00%

-99.95%

Average Drawdown

Average peak-to-trough decline

-88.82%

-60.72%

-28.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.75%

17.23%

+25.52%

Volatility

JD3.L vs. SOXL.L - Volatility Comparison

The current volatility for Leverage Shares 3x JD.Com ETP Securities (JD3.L) is 43.95%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 56.48%. This indicates that JD3.L experiences smaller price fluctuations and is considered to be less risky than SOXL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JD3.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.95%

56.48%

-12.53%

Volatility (6M)

Calculated over the trailing 6-month period

71.97%

103.64%

-31.67%

Volatility (1Y)

Calculated over the trailing 1-year period

99.28%

136.05%

-36.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

162.95%

137.50%

+25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

162.95%

137.50%

+25.45%

JD3.L vs. SOXL.L - Expense Ratio Comparison

Both JD3.L and SOXL.L have an expense ratio of 0.75%.


Dividends

JD3.L vs. SOXL.L - Dividend Comparison

Neither JD3.L nor SOXL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JD3.L and SOXL.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JD3.L and SOXL.L have the same expense ratio: 0.75% per year.

JD3.L tracks iSTOXX Leveraged 3x JD Index, while SOXL.L tracks NYSE Semiconductor Index.

Portfolio Optimizer

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